+4.4%
AOSL vs VT
+387.9%
-383.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.1% | -8.6% | -6.3% |
| 7D | -25.2% | -4.2% | -21.0% | -19.6% |
| 30D | -38.3% | -5.8% | -32.5% | -31.5% |
| 3M | -43.2% | -5.2% | -38.0% | -37.4% |
| 6M | -57.8% | +0.1% | -57.9% | -55.4% |
| YTD | -6.7% | +8.2% | -14.9% | -11.5% |
| 1Y | -31.8% | +10.1% | -41.9% | -36.6% |
| 3Y | -28.4% | +69.7% | -98.1% | -60.1% |
| 5Y | -56.6% | +53.4% | -110.0% | -70.2% |
| 10Y | +0.4% | +219.2% | -218.8% | -65.8% |
| All | +4.4% | +387.9% | -383.5% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling